ninjatrader/indicators/DC.cs

169 lines
5.4 KiB
C#

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
using NinjaTrader.Gui.PropertiesTest;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class DC : Indicator
{
private MAX Max;
private MIN Min;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Modified Donchian Channel which utilizes closes and displays breakouts";
Name = "Donchian Channel";
Calculate = Calculate.OnPriceChange;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = ScaleJustification.Right;
IsSuspendedWhileInactive = true;
Period = 72;
UpperStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2);
LowerStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2);
}
else if (State == State.Configure)
{
AddPlot(UpperStroke, PlotStyle.Line, "Upper");
AddPlot(LowerStroke, PlotStyle.Line, "Lower");
}
else if (State == State.DataLoaded)
{
Max = MAX(Close, Period);
Min = MIN(Close, Period);
}
else if (State == State.Historical)
{
SetZOrder(-1); // Display behind bars on chart.
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < Period)
return;
Upper[0] = Max[1];
Lower[0] = Min[1];
}
public override string DisplayName
{
get { return Name; }
}
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "Donchian Channel", Order = 1)]
public int Period
{ get; set; }
[NinjaScriptProperty]
[Display(Name = "Upper Stroke", GroupName = "Donchian Channel", Order = 2)]
public Stroke UpperStroke
{ get; set; }
[NinjaScriptProperty]
[Display(Name = "Lower Stroke", GroupName = "Donchian Channel", Order = 3)]
public Stroke LowerStroke
{ get; set; }
[Browsable(false)]
[XmlIgnore()]
public Series<double> Upper
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore()]
public Series<double> Lower
{
get { return Values[1]; }
}
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private DC[] cacheDC;
public DC DC(int period, Stroke upperStroke, Stroke lowerStroke)
{
return DC(Input, period, upperStroke, lowerStroke);
}
public DC DC(ISeries<double> input, int period, Stroke upperStroke, Stroke lowerStroke)
{
if (cacheDC != null)
for (int idx = 0; idx < cacheDC.Length; idx++)
if (cacheDC[idx] != null && cacheDC[idx].Period == period && cacheDC[idx].UpperStroke == upperStroke && cacheDC[idx].LowerStroke == lowerStroke && cacheDC[idx].EqualsInput(input))
return cacheDC[idx];
return CacheIndicator<DC>(new DC(){ Period = period, UpperStroke = upperStroke, LowerStroke = lowerStroke }, input, ref cacheDC);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.DC DC(int period, Stroke upperStroke, Stroke lowerStroke)
{
return indicator.DC(Input, period, upperStroke, lowerStroke);
}
public Indicators.DC DC(ISeries<double> input , int period, Stroke upperStroke, Stroke lowerStroke)
{
return indicator.DC(input, period, upperStroke, lowerStroke);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.DC DC(int period, Stroke upperStroke, Stroke lowerStroke)
{
return indicator.DC(Input, period, upperStroke, lowerStroke);
}
public Indicators.DC DC(ISeries<double> input , int period, Stroke upperStroke, Stroke lowerStroke)
{
return indicator.DC(input, period, upperStroke, lowerStroke);
}
}
}
#endregion